Ганхуяг, Батзориг; Даш-Өлзий, Золзаяа; Оюунцэцэг, Мишээл
(2020-06-26)
One of the important and simple ideas of investment is the Mean-Variance Portfolio theory by Markowitz (1952). According to some researchers, MVO is an unstable and error-maximizing procedure, and it is always beaten by ...